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Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise and u is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1]

Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise and u is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1]

Database System Concepts
Database System Concepts
7th Edition
ISBN:9780078022159
Author:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher:Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Chapter1: Introduction
Section: Chapter Questions
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Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise andu is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1] 1- Use least squares estimation theory to estimate a and b. 2- Use the recursive simple algorithm to recursively estimate a and b.
Transcribed Image Text:Q1:\ For the following system:- Y(k)=ay(k-1) + bu(k) + e(k) Where e is a zero mean white noise andu is a square wave signal with +4, -4 amplitude and 6 samples period, y are observed for 6 samples and as shown below: y(k)= [4.1 7.8 12 8.2 4 0.1] 1- Use least squares estimation theory to estimate a and b. 2- Use the recursive simple algorithm to recursively estimate a and b.
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